0.88Open0.79Pre Close31 Volume845 Open Interest77.00Strike Price3.06KTurnover27.91%IV0.54%PremiumDec 6, 2024Expiry Date0.71Intrinsic Value100Multiplier2DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type-0.6511Delta0.2155Gamma69.99Leverage Ratio-0.1416Theta-0.0030Rho-45.57Eff Leverage0.0228Vega